On the convergence rate of entropic proximal optimization methods

MaRDI QIDQ1328480zbMATH OpenFDO

Authors Alfredo Iusem, Marc Teboulle

Publication date 26 July 1994

Published in Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

convergence rateconvex optimizationentropic proximal methodsproximal point algorithmrelaxation strategy

Mathematics Subject Classification ID

Convex programming (90C25) Measures of information, entropy (94A17)

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• Convergence of Proximal-Like Algorithms
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Cited in

(10)

• Some properties of generalized proximal point methods for quadratic and linear programming
• A proximal method with logarithmic barrier for nonlinear complementarity problems
• A new family of penalties for augmented Lagrangian methods
• Forward mean proximal pairs and zero entropy
• Convergence of Proximal-Like Algorithms
• Strict convex regularizations, proximal points and augmented lagrangians
• Exponential augmented Lagrangian methods for equilibrium problems
• Convergence rates of gradient methods for convex optimization in the space of measures
• Entropy-Like Minimization Methods Based On Modified Proximal Point Algorithm
• The rate of convergence of Bregman proximal methods: local geometry versus regularity versus sharpness

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